+15.2%
KEY vs NVS
+135.9%
-120.7%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -0.4% | +1.3% | -1.7% | -0.7% |
| 30D | +7.2% | +13.9% | -6.7% | +3.7% |
| 3M | -4.9% | +4.7% | -9.6% | -6.5% |
| 6M | +1.1% | +12.1% | -11.0% | -2.9% |
| YTD | +6.8% | +22.3% | -15.5% | -0.5% |
| 1Y | +23.3% | +33.5% | -10.2% | +11.6% |
| 3Y | +126.1% | +94.7% | +31.3% | +73.2% |
| 5Y | +15.2% | +137.6% | -122.4% | -24.4% |
| All | +15.2% | +135.9% | -120.7% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling